backtest_update_nav: Unexported Subfunction(s) of backtest
In jmuhlenkamp/tidalbacktest: Package for Backtesting
Description
Computes nav values for a given date share shares and prices
at various times (value, trade, close) within dt.
Usage
1
backtest_update_nav(dt_fund, dt, idate)
Arguments
dt_fund
data.table of fund-level information
dt
data.table of holdings-level information
idate
date to update
jmuhlenkamp/tidalbacktest documentation built on May 17, 2019, 7:45 a.m.
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Description
Computes nav values for a given date share shares and prices
at various times (value, trade, close) within dt.
Usage
1 | backtest_update_nav(dt_fund, dt, idate)
|
Arguments
dt_fund |
data.table of fund-level information |
dt |
data.table of holdings-level information |
idate |
date to update |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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